SP 500 Profile

2,786
18.68  0.68%
2673.61Last Month High 2786.24 
2769.64Trading Day  High 2787.85 
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SP 500 Price Boundaries

DOW has a standard deviation of returns of 0.39 and is 1.03 times more volatile than S&P 500. 3% of all equities and portfolios are less risky than SP 500. Compared to the overall equity markets, volatility of historical daily returns of S&P 500 is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use S&P 500 to enhance returns of your portfolios. The index experiences moderate upward volatility. Check odds of SP 500 to be traded at 3064.86 in 30 days. The returns on DOW and SP 500 are completely uncorrelated
DOW has a standard deviation of returns of 0.39 and is 1.03 times more volatile than S&P 500. 3% of all equities and portfolios are less risky than SP 500. Compared to the overall equity markets, volatility of historical daily returns of S&P 500 is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use S&P 500 to enhance returns of your portfolios. The index experiences moderate upward volatility. Check odds of SP 500 to be traded at 3064.86 in 30 days. The returns on DOW and SP 500 are completely uncorrelated

SP 500 Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

SP 500 Price Dispersion

 2,689 
  
 2,674 
15.54  0.58%
Lowest period price (30 days)
 2,770 
  
 2,786 
16.06  0.58%
Highest period price (30 days)

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,
 Predicted Return Density 
      Returns 
Best
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Best
Equity
Good Returns
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Small ReturnsGSPC
CashSmall
Risk
Average
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Estimated Market Risk

 0.38
  actual daily
 
 97 %
of total potential
  

Expected Return

 0.19
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.49
  actual daily
 
 32 %
of total potential
  
Based on monthly moving average SP 500 is performing at about 32% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SP 500 by adding it to a well-diversified portfolio.

S&P 500 against other indexes

MerVal  2 %   
0%
100.0%
Israel  0.99 %   
0%
49.0%
DOW  0.89 %   
0%
44.0%
NQTH  0.83 %   
0%
41.0%
BSE  0.73 %   
0%
36.0%
IPC  0.69 %   
0%
34.0%
Taiwan  0.68 %   
0%
34.0%
Nasdaq  0.68 %   
0%
34.0%
SP 500  0.68 %   
0%
33.0%
Greece  0.66 %   
0%
33.0%
NYSE  0.63 %   
0%
31.0%
FTSE M  0.53 %   
0%
26.0%
NQPH  0.53 %   
0%
26.0%
Bovesp  0.51 %   
0%
25.0%
Swiss   0.45 %   
0%
22.0%
SPTSX   0.39 %   
0%
19.0%
Bursa   0.32 %   
0%
15.0%
Seoul   0.29 %   
0%
14.0%
NIKKEI  0.26 %   
0%
12.0%
Madrid  0.25 %   
0%
12.0%
Strait  0.22 %   
0%
11.0%
Russia  0.18 %   
0%
9.0%
OSE Al  0.11 %   
0%
5.0%
OMXVGI  0.11 %   
0%
5.0%
IBEX 3  0.0459 %   
0%
2.0%
EURONE  0.0079 %   
0%
1.0%
ATX  0.05 %   
2.0%
0%
Stockh  0.05 %   
2.0%
0%
CAC 40  0.13 %   
6.0%
0%
NZSE  0.14 %   
7.0%
0%
Hang S  0.23 %   
11.0%
0%
OMXRGI  0.42 %   
20.0%
0%
NQEGT  0.99 %   
49.0%
0%
 Embed Financials for S&P 500

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